+973.3%
UMC vs MKTX
+1,443.5%
-470.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | -0.2% | +11.5% | +11.4% |
| 30D | +16.8% | +0.8% | +16.0% | +16.6% |
| 3M | +19.1% | +41.1% | -22.0% | +8.0% |
| 6M | +137.4% | -9.5% | +147.0% | +139.8% |
| YTD | +186.4% | -8.7% | +195.1% | +187.4% |
| 1Y | +229.1% | -10.0% | +239.0% | +230.1% |
| 3Y | +257.9% | -24.6% | +282.5% | +263.5% |
| 5Y | +137.5% | -60.3% | +197.8% | +182.1% |
| 10Y | +1,808.2% | +5.0% | +1,803.1% | +1,505.0% |
| All | +973.3% | +1,443.5% | -470.2% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling